when you look at address labels, it's not much more than a one page
document filled with a table (one table cell for each label).
Now, all depends on the paper you intend to print these labels on: if
they are the same size as your address labels, or if it is some (to
Word) known setup (Avery # ..., or another manufacturer in the list),
you can simply specify this setup and then insert the cany names, one by
one, into the cells.